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Thanks guys. Trying to work out this approach. Think it has some promise, but those damn spreads can really wreck things. I used to work in the FCOJ option pit and I now recall how big a thieves those option MM's were. I figured with a contract like the 10 year note and its vast...

Of all the economic reports that hit the interest rate products which ones really have a large impact on the IV of the IR options ???

Of all the reports that hit the tape on the Ten yr Note futures market, which ones really jack up the volatility, also IV on the options ??? Anyone ?? Thanx, J-Law

the question is ...When are you putting on the trade ??? You are looking for a run up in volatility, correct ??? Why not put them on a few weeks prior to the earning report. The pop in vol is there(the tradable move). it just doesn't coinside with the report.

Trading spreads, I have a win-loss ration of appr. 70%, therefore I feel confident enough to risk 5% - 8% of my account on each spread trade. [u] [u/] Markus, Have you ever figured out what...

IB sounds good but they are limited in the contracts you can trade. Anyone know of a good firm that you can trade the grains or meats with?? Spreads ???

Don't know what to make of that one.

If you follow the other spread trades I posted, you'll see, that they make money, too. Let me know, if I shall post more spread trades. Sure. That would be great. My problem is keeping track of all them. :D J-Law

Dafuggin, Good point. Different strokes for diiferent folks. It all depends where you are in your career as a trader amongst other things. Research is paramount. & and as Caliber put it there are different niches for different players. Now does anyone know how one can get Mr...

With an intraday timeframe, I would imagine that spread mis-pricings are goobled up quickly. That's what a market is all about. You have to compete with the locals and trade against the market spread. It's one thing if you're in the Eurodollar pit, but it's an entirely another game if you're...

The individual losses are small. Because one would be employing a money mgmt scheme, each trade may be a 2-3% risk of your entire account. So a string of losers, say 7 to 10 could be 14% to 20% of ones's account. On the other hand when you do get a winner is usually is a whammie. It could be...

markus, may have asked this already, but you monitor your trades on an end of day basis, correct ???

Markus, Thanks. Will do. have a safe trip. J-Law

The large drawdowns come from mainly having an open, profitable position and the market you're in starts to move against you and the system hasn't generated a liquidation signal.So you sit and watch profits evaporate. On top of that the system has a 30% hit rate. So you could sit thru 7 plus...

Markus, Just ploted them both. Nov/July is a real mover compared with Nov/Jan.The Nov/Jan moves but has nowhere the volatility as Nov/July. So, the wider the time between contract months the more volatile the spread I guess ? Besides, more volatility is in order here as opposed to with...

barcharts plots them abiy differently but the formation are still the same on the chart. thats y SX/SN looks like 7-o to me.

Yes, you have. I understand. I opened up a barchart acct. I just ploted that nov02/july03 spread looks nice. Looks like up above 7-0, not bad !!!!!!!! What do you use for criteria for putting a spread on your radar ??? Reason I ask because there are soooo many possible spreads to look...

Markus, Thats why I am attracted to them as well. Just let me slowly compound my account. I'm in no rush. Smoother volatility in one's equity curve (As smooth as reality permits) is more agreeable with me. Question......Do you go as far as building a non-correlated portfolio of...

I agree. Methodology counts, but nowhere near as much as knowing yourself & building the character to stick with it when the losses come and bite you in the arse.

Mark, So you would be short X and long the back(Jan, if i remember my symbolfrom the floor)?? Does that give you a different risk/reward than long the front and short a back month ??? If I'm with you want the differential to narrow, right ??? j-law